-33.3%
OKTA vs UPRO
+137.8%
-171.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -4.0% |
| 7D | -2.4% | -2.5% | +0.1% | -1.2% |
| 30D | +13.0% | -4.2% | +17.3% | +15.9% |
| 3M | +41.7% | +8.1% | +33.6% | +35.7% |
| 6M | +105.9% | +35.2% | +70.7% | +73.7% |
| YTD | +92.6% | +28.4% | +64.1% | +66.3% |
| 1Y | +81.1% | +39.3% | +41.8% | +48.7% |
| 3Y | +84.8% | +219.9% | -135.1% | -12.4% |
| All | -33.3% | +137.8% | -171.1% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling